So this is a bit of thread necromancy, but this may help someone.
Without code samples, I can't be sure this is will solve the problem, but AdvancedDataGrid sorting seems to work better when a dataField is specified. Even if a custom renderer is displaying composite data from the data object and the sort is based on a custom comparison function, the AdvancedDataGrid seems to expect a dataField to be specified.
Check by debuggging HierarchicalCollectionView.as, at line 1259 or so, in sortCanBeApplied. The data object will be subjected to a number of hasOwnProperty checks. It's possible a sort will be stopped there.